+454.3%
FSLR vs SW
+139.3%
+315.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +4.7% |
| 7D | +6.8% | -2.6% | +9.4% | +7.1% |
| 30D | -14.7% | -7.5% | -7.2% | -13.9% |
| 3M | -22.6% | +10.3% | -32.8% | -23.6% |
| 6M | +12.7% | +5.4% | +7.3% | +11.6% |
| YTD | -18.4% | +17.9% | -36.2% | -20.3% |
| 1Y | +4.9% | -2.4% | +7.3% | +4.3% |
| 3Y | +16.4% | +28.7% | -12.3% | +12.3% |
| 5Y | +123.5% | -5.7% | +129.1% | +115.3% |
| 10Y | +454.3% | +139.3% | +315.0% | +390.7% |
| All | +454.3% | +139.3% | +315.0% | +390.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling